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In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework...
Editeur :
Springer
Parution :
2006-01-20
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Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers...
Editeur :
Springer
Parution :
2005-12-06
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The present volume originated in 2001 when we, together with our publishing editors at (then) Kluwer Academic Publishers, realized that the th following year the 50 volume of our journal Acta Biotheoretica would see the light. We felt that this milestone should not pass...
Editeur :
Springer
Parution :
2005-12-05
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Inverse eigenvalue problems arise in a remarkable variety of applications and associated with any inverse eigenvalue problem are two fundamental questions--the theoretical issue of solvability and the practical issue of computability. Both questions are difficult and...
Editeur :
OUP Oxford
Parution :
2005-06-16
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Covering a broad range of topics, this text provides a comprehensive survey of the modelling of chaotic dynamics and complexity in the natural and social sciences. Its attention to models in both the physical and social sciences and the detailed philosophical approach...
Editeur :
OUP Oxford
Parution :
2005-05-12
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The dynamics of realistic Hamiltonian systems has unusual microscopic features that are direct consequences of its fractional space-time structure and its phase space topology.The book deals with the fractality of the chaotic dynamics and kinetics, and also includes...
Editeur :
OUP Oxford
Parution :
2004-12-23
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This book provides a comprehensive introduction to the mathematical theory of compressible flow, describing both inviscid and viscous compressible flow, which are governed by the Euler and the Navier-Stokes equations respectively. The method of presentation allows...
Editeur :
OUP Oxford
Parution :
2004-06-17
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This is the first book on constructive methods for, and applications of orthogonal polynomials, and the first available collection of relevant Matlab codes. The book begins with a concise introduction to the theory of polynomials orthogonal on the real line (or a...
Editeur :
OUP Oxford
Parution :
2004-04-29
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Based on lecture notes from the Scuola Normale this book presents the main mathematical prerequisites for analysis in metric spaces. Supplemented with exercises of varying difficulty it is ideal for a graduate-level short course for applied mathematicians and engineers....
Editeur :
OUP Oxford
Parution :
2003-12-18
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Since the middle of the last century, computing power has increased sufficiently that the direct numerical approximation of Maxwell's equations is now an increasingly important tool in science and engineering. Parallel to the increasing use of numerical methods in...
Editeur :
Clarendon Press
Parution :
2003-04-17
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The theory of Gamma-convergence is commonly recognized as an ideal and flexible tool for the description of the asymptotic behaviour of variational problems. Its applications range from the mathematical analysis of composites to the theory of phase transitions, from...
Editeur :
Clarendon Press
Parution :
2002-07-25
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Selected Topics in Approximation and Computation addresses the relationship between modern approximation theory and computational methods. The text is a combination of expositions of basic classical methods of approximation leading to popular splines and new explicit...
Editeur :
Oxford University Press
Parution :
1995-08-31
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A counterexample is any example or result that is the opposite of one's intuition or to commonly held beliefs. Counterexamples can have great educational value in illuminating complex topics that are difficult to explain in a rigidly logical, written presentation. For...
Editeur :
Oxford University Press
Parution :
1993-10-07
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The study of the dynamics of fluids is a central theme of modern applied mathematics. It is used to model a vast range of physical phenomena and plays a vital role in science and engineering. This textbook provides a clear introduction to both the theory and application...
Editeur :
Clarendon Press
Parution :
1990-03-15
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Goodness of fit describes the validity of models involving statistical distributions of data, and smooth tests are a subset of these tests that are easy to apply and can be used in any situation in which there are relatively large sample sizes. Both concepts have become...
Editeur :
Oxford University Press
Parution :
1989-10-12
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